L^2 variation of Lévy-driven BSDEs with non-smooth terminal conditions

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L^2 variation of Lévy-driven BSDEs with non-smooth terminal conditions. / Geiss, Christel; Steinicke, Alexander.
in: Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability , Jahrgang 22, Nr. 2, 2016, S. 995-1025.

Publikationen: Beitrag in Fachzeitschrift › Artikel › Forschung › (peer-reviewed)

Harvard

Geiss, C & Steinicke, A 2016, 'L^2 variation of Lévy-driven BSDEs with non-smooth terminal conditions', Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability , Jg. 22, Nr. 2, S. 995-1025. https://doi.org/10.3150/14-BEJ684

APA

Geiss, C., & Steinicke, A. (2016). L^2 variation of Lévy-driven BSDEs with non-smooth terminal conditions. Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability , 22(2), 995-1025. https://doi.org/10.3150/14-BEJ684

Vancouver

Geiss C, Steinicke A. L^2 variation of Lévy-driven BSDEs with non-smooth terminal conditions. Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability . 2016;22(2):995-1025. doi: 10.3150/14-BEJ684

Author

Geiss, Christel ; Steinicke, Alexander. / L^2 variation of Lévy-driven BSDEs with non-smooth terminal conditions. in: Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability . 2016 ; Jahrgang 22, Nr. 2. S. 995-1025.

Bibtex - Download

@article{452958d48df9408aa1a9c5c90616070c,
title = "L^2 variation of L{\'e}vy-driven BSDEs with non-smooth terminal conditions",
keywords = "backward stochastic differential equations, chaos expansion, L_2-regularity, L{\'e}vy processes, Malliavin calculus",
author = "Christel Geiss and Alexander Steinicke",
year = "2016",
doi = "10.3150/14-BEJ684",
language = "English",
volume = "22",
pages = "995--1025",
journal = "Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability ",
issn = "1350-7265",
number = "2",

}

RIS (suitable for import to EndNote) - Download

TY - JOUR

T1 - L^2 variation of Lévy-driven BSDEs with non-smooth terminal conditions

AU - Geiss, Christel

AU - Steinicke, Alexander

PY - 2016

Y1 - 2016

KW - backward stochastic differential equations

KW - chaos expansion

KW - L_2-regularity

KW - Lévy processes

KW - Malliavin calculus

U2 - 10.3150/14-BEJ684

DO - 10.3150/14-BEJ684

M3 - Article

VL - 22

SP - 995

EP - 1025

JO - Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability

JF - Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability

SN - 1350-7265

IS - 2

ER -

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